It is my understanding that you control all DNS for your domains. I don't believe that Office 365 registers any DNS entries for you. Your DNS server or service is the SOA for your domains and so you control their entries.
If you handed over DNS to Microsoft e.g. changed the name servers for your domain to Microsoft's name servers you can still manage the DNS records yourself.
Have a look at:
http://community.office365.com/en-us/forums/155/t/120523.aspx
Or you can always revert the name servers back to your own name servers of from your registrar.
You than have to set the correct DNS setting for Office 365 your self.
Hi,
I recommended you also post the question on Office365 forum for further assistance. Thank you for your understanding.